© 1988 by Biometrika Trust
A theorem of Jacobi and its generalization
BHP Melbourne Research Laboratories Clayton, Victoria, Australia 3168
A theorem of Jacobi (1841), which shows how the ordinary least-squares estimator from a linear regression can be represented as the weighted sum of elementary estimators of the parameters, is extended to the generalized least-squares estimator. The generalization is applied to a problem in microwave engineering.
Key Words: Elementary estimator Generalized least-squares estimator General linear model Microwave engineering Ordinary least-squares estimator